Oh my I have been waiting for a crackpot theory thread to share this one.
Moonkeepers and Duskwights have Argyria/silver poisoning.

Think about it. The shroud is the only source in the base game that contains silver. The silver is found near a water source. Argyria comes from the ingestion of high quantities of silver. Moonkeepers and duswights are wildfolk who live off the land outside of society who could easily have to resort to drinking from less filtered water. Argyria turns your skin blue.